LASR Options History — October 2020

In October 2020, LASR traded between $21.12 and $23.68. ATM implied volatility averaged 63.1%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 22.9% (HV 20d: 40.2%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.08.

Notable Days

  • 2020-10-19: Highest Volume — 79 contracts
  • 2020-10-12: Largest IV spike — 21.2% change
  • 2020-10-30: Highest IV Rank — 28.5%
  • 2020-10-30: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.73$21.12$23.68$23.68$21.12
Max Pain$21.93$20.00$22.50$22.50$22.50
ATM IV63.1%52.2%78.6%54.5%78.6%
Expected Move18.6%15.6%22.5%15.6%22.5%
HV 20d40.2%33.1%46.1%45.9%45.8%
HV 60d42.9%41.0%45.7%45.1%42.8%
IV Rank20.0%14.0%28.5%15.2%28.5%
IV Percentile53.6%19.0%79.4%26.6%79.4%
Term Structure-3.8%-15.5%3.7%3.1%-15.5%
VWIV62.4%58.0%69.6%59.9%69.6%
Skew 25d9.8%-2.4%18.6%-2.4%7.6%
Skew 10d16.0%-21.8%49.8%-0.0%14.1%
Call IV 25d60.8%53.5%73.9%59.0%73.9%
Put IV 25d70.6%56.6%85.2%56.6%81.6%
Bid-Ask Spread %66.0844.8996.6096.6056.19
Gamma HHI0.370.310.540.350.40
Net GEX73.3K3.9K496.0K76.1K3.9K
Net DEX-1.6M-2.8M-189.6K-2.8M-189.6K
Net VEX-38.2K-44.0K-32.7K-44.0K-32.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.200.000.00
Total Volume20.9090795220
Total OI9,813.7739,54310,0379,8069,727

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$23.68$22.5054.5%15.6%45.9%15.2%0.0%-2.4%3.1%76.1K-2.8M-44.0K0.0096.60N/AN/A5205,1884,618
2020-10-02$22.53$22.5057.5%16.5%45.1%16.9%59.9%14.5%3.7%55.5K-1.9M-41.0K1.2095.57N/AN/A10125,2374,618
2020-10-05$22.08$20.0058.1%17.4%43.1%17.2%60.8%6.6%0.1%40.4K-1.1M-39.8K0.0044.89N/AN/A2005,2474,627
2020-10-06$22.38$20.0055.5%18.3%40.3%15.8%0.0%8.8%-3.7%48.1K-1.4M-39.9K0.0050.00N/AN/A005,2474,627
2020-10-07$23.46$20.0058.4%18.5%43.0%17.4%59.4%10.7%-6.4%79.5K-2.2M-41.6K0.0061.45N/AN/A6005,2474,627
2020-10-08$23.39$20.0052.2%19.0%42.4%14.0%62.3%10.6%-6.3%82.6K-2.5M-41.6K0.0262.62N/AN/A6015,2884,627
2020-10-09$23.60$20.0053.2%18.3%40.6%14.5%58.0%10.8%-0.5%94.0K-2.6M-41.8K0.0265.41N/AN/A5315,3484,628
2020-10-12$22.93$22.5064.5%17.4%36.0%20.8%60.5%8.0%-2.6%70.4K-2.0M-40.6K0.1061.56N/AN/A1015,3994,629
2020-10-13$23.26$22.5062.3%18.5%34.2%19.6%0.0%6.1%-2.1%89.1K-2.0M-38.9K0.0055.72N/AN/A005,4074,630
2020-10-14$22.76$22.5063.3%18.2%34.9%20.1%0.0%3.6%-1.9%67.5K-2.0M-38.3K0.0061.76N/AN/A205,4074,630
2020-10-15$22.86$22.5064.5%18.5%34.0%20.8%58.0%6.8%-4.2%75.2K-1.7M-38.0K0.0054.48N/AN/A405,4054,630
2020-10-16$22.49$22.5062.6%17.9%33.1%19.7%0.0%7.8%-2.8%496.0K-1.3M-38.3K0.0063.66N/AN/A005,4054,630
2020-10-19$23.46$22.5066.4%19.0%36.7%21.8%60.5%6.7%-5.8%48.1K-2.1M-39.0K0.0077.95N/AN/A7904,9204,623
2020-10-20$22.60$22.5068.1%19.5%38.7%22.8%66.6%3.1%-7.6%39.8K-1.6M-37.3K0.0075.07N/AN/A1204,9954,623
2020-10-21$22.10$22.5062.9%18.0%38.4%19.9%60.6%9.2%-3.1%23.7K-953.4K-35.6K0.0068.76N/AN/A305,0074,623
2020-10-22$22.73$22.5063.7%18.3%39.7%20.3%0.0%18.1%-3.3%37.1K-1.3M-36.1K0.0069.39N/AN/A005,0124,623
2020-10-23$23.19$22.5068.3%19.6%40.2%22.8%66.2%18.6%-5.7%50.9K-1.7M-36.6K0.0069.01N/AN/A5205,0124,623
2020-10-26$22.98$22.5070.1%20.1%40.3%23.9%0.0%17.5%-8.6%48.0K-1.8M-36.1K0.0068.91N/AN/A005,0624,623
2020-10-27$22.73$22.5067.3%19.3%40.4%22.3%65.4%11.0%-6.0%43.9K-1.5M-36.2K0.0062.26N/AN/A405,0704,623
2020-10-28$21.49$22.5066.5%19.1%44.8%21.9%65.7%14.0%0.3%14.2K-258.3K-33.1K0.0069.48N/AN/A405,0714,623
2020-10-29$22.14$22.5070.0%20.1%46.1%23.8%0.0%17.4%-5.1%27.5K-984.5K-34.3K0.0063.00N/AN/A005,0744,623
2020-10-30$21.12$22.5078.6%22.5%45.8%28.5%69.6%7.6%-15.5%3.9K-189.6K-32.7K0.0056.19N/AN/A2005,1044,623